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Browsing Economic and Management Sciences by Subject "Bootstrap"
Now showing items 1-5 of 5
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(Chamber of Commerce of Genova, 2016-02)This paper investigates the in-sample predictability of debt ceiling and government shutdown for real stock returns in the U.S, using rolling window Granger non-causality estimation. Causal links often evolve over time ...
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(Routledge, 2016-03)This article applies a bootstrap rolling-window causality test to assess the causal relationship between economic policy uncertainty (EPU) and stock returns in China and India. Empirical literature examining causality ...
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(Elsevier, 2014-05)This paper examines the housing-output growth nexus in South Africa by accounting for the time variationin the causal link with a bootstrapped rolling Granger non-causality test. We use quarterly data on real grossdomestic ...
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(Routledge, 2014)This paper makes two contributions to the growing literature on the military expenditureeconomic growth nexus. It provides a case study of a developing country, South Africa, and considers the possibilities of structural ...
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Temporal causality between house prices and output in the US : a bootstrap rolling-window approach (Elsevier, 2015-07)This paper examines the causal relationships between the realhouse price index and real GDP per capita in the US, using thebootstrap Granger (temporal) non-causality test and a fixed-sizerolling-window estimation approach. ...
Now showing items 1-5 of 5